2 citations · 2 across the 3 of their papers we have counts for
3 papers
math.PR2008
A fractional Poisson equation: existence, regularity and approximations
Marta Sanz-Solé, Iván Torrecilla
We consider a stochastic boundary value elliptic problem on a bounded domain , driven by a fractional Brownian field with Hurst parameter $H=(H_1,...,H_k)\in…
math.PR2007★ 2 cited
Mild Solutions for a Class of Fractional SPDEs and Their Sample Paths
Marta Sanz-Solé, Pierre-A. Vuillermot
In this article we introduce and analyze a notion of mild solution for a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subse…
math.PR2005
A lattice scheme for stochastic partial differential equations of elliptic type in dimension
Teresa Martínez, Marta Sanz-Solé
We study a stochastic boundary value problem on of elliptic type in dimension , driven by a coloured noise. An approximation scheme based on a suitable discretiza…